I have a similar question.
We use Power BI embedded in a solution.
Users that come to the reports always get the same filters and defaults. Because the Application is the 'user', each user that uses the embedded reports is not seen as a unique user by Power BI and so the persistent filtering capability is not used.
Is there any way to solution this? Should we use Active Directory to create an AD account for every user that signs up and then insure that user context is used when calling the reports? Can a user context be sent with each report request?
Many thanks for any ideas/tips.